From henrique.coelho@gmail.com Fri Oct 15 10:48:06 2010
From: Henrique Andrade <henrique.coelho@gmail.com>
To: gretl-users@gretlml.univpm.it
Subject: [Gretl-users] VAR Forecast
Date: Fri, 15 Oct 2010 11:47:19 -0300
Message-ID: <AANLkTimsMi7FwbWqcF_7+_XF=QZn3L=TLvmAa1s2mnpC@mail.gmail.com>
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Dear Gretl Community,

I'm trying to perform forecasts using a VAR model. Please take a look
at the following script:

<script>
open australia.gdt

"VAR 1" <- var 1 E PAU PUS
fcast 1991:2 1991:4 --out-of-sample
matrix Previsao = $fcast
matrix ErroPadrao = $fcerr
</script>

The VAR estimation goes just fine, but the forecasting exercise gives
me this error warning:

<output>
? fcast 1991:2 1991:4 --out-of-sample
Data error

Error executing script: halting
> fcast 1991:2 1991:4 --out-of-sample
</output>

What I doing wrong?

Best,
-- 
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge

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